Table 2 Summary statistics Variable N... | Emerald Publishing

Table 2

Summary statistics

Variable	N	Mean	Median	Std. dev.	Skewness	Kurtosis	JB (prob.)
m0	97	1.45	1.51	2.76	−0.28	4.27	7.76 (0.02)
m0_pos	97	1.94	1.51	1.96	1.41	5.04	48.77 (0.00)
m0_neg	97	−0.49	0.00	1.35	−2.98	11.07	407 (0.00)
m2	97	1.41	1.39	1.55	0.03	3.37	0.58 (0.75)
m2_pos	97	1.56	1.39	1.31	0.79	3.31	10.41 (0.01)
m2_neg	97	−0.15	0.00	0.47	−3.73	17.11	1,029 (0.00)
ltir	97	0.04	−0.06	0.93	0.01	3.41	0.67 (0.72)
exr	97	1.05	0.72	1.40	2.35	10.78	334 (0.00)
loan	97	2.42	2.53	2.36	−2.97	21.62	1,543 (0.00)
cpi	97	0.82	0.64	0.54	2.59	11.60	408 (0.00)
gdp	97	5.73	6.15	3.32	−0.68	2.90	7.50 (0.02)
wti	97	0.31	−0.38	13.89	1.77	17.78	934 (0.00)
libor	97	−0.00	0.00	0.12	−3.90	30.58	3,319 (0.00)

Variable	N	Mean	Median	Std. dev.	Skewness	Kurtosis	JB (prob.)
m0	97	1.45	1.51	2.76	−0.28	4.27	7.76 (0.02)
m0_pos	97	1.94	1.51	1.96	1.41	5.04	48.77 (0.00)
m0_neg	97	−0.49	0.00	1.35	−2.98	11.07	407 (0.00)
m2	97	1.41	1.39	1.55	0.03	3.37	0.58 (0.75)
m2_pos	97	1.56	1.39	1.31	0.79	3.31	10.41 (0.01)
m2_neg	97	−0.15	0.00	0.47	−3.73	17.11	1,029 (0.00)
ltir	97	0.04	−0.06	0.93	0.01	3.41	0.67 (0.72)
exr	97	1.05	0.72	1.40	2.35	10.78	334 (0.00)
loan	97	2.42	2.53	2.36	−2.97	21.62	1,543 (0.00)
cpi	97	0.82	0.64	0.54	2.59	11.60	408 (0.00)
gdp	97	5.73	6.15	3.32	−0.68	2.90	7.50 (0.02)
wti	97	0.31	−0.38	13.89	1.77	17.78	934 (0.00)
libor	97	−0.00	0.00	0.12	−3.90	30.58	3,319 (0.00)

Source(s): Authors’ own work